NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2377 |
1.3091 |
0.0714 |
5.8% |
1.3040 |
| High |
1.2824 |
1.3675 |
0.0851 |
6.6% |
1.3040 |
| Low |
1.2312 |
1.3069 |
0.0757 |
6.1% |
1.1525 |
| Close |
1.2757 |
1.3670 |
0.0913 |
7.2% |
1.2225 |
| Range |
0.0512 |
0.0606 |
0.0094 |
18.4% |
0.1515 |
| ATR |
0.0551 |
0.0577 |
0.0026 |
4.8% |
0.0000 |
| Volume |
1,355 |
3,342 |
1,987 |
146.6% |
8,051 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5289 |
1.5086 |
1.4003 |
|
| R3 |
1.4683 |
1.4480 |
1.3837 |
|
| R2 |
1.4077 |
1.4077 |
1.3781 |
|
| R1 |
1.3874 |
1.3874 |
1.3726 |
1.3976 |
| PP |
1.3471 |
1.3471 |
1.3471 |
1.3522 |
| S1 |
1.3268 |
1.3268 |
1.3614 |
1.3370 |
| S2 |
1.2865 |
1.2865 |
1.3559 |
|
| S3 |
1.2259 |
1.2662 |
1.3503 |
|
| S4 |
1.1653 |
1.2056 |
1.3337 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6808 |
1.6032 |
1.3058 |
|
| R3 |
1.5293 |
1.4517 |
1.2642 |
|
| R2 |
1.3778 |
1.3778 |
1.2503 |
|
| R1 |
1.3002 |
1.3002 |
1.2364 |
1.2633 |
| PP |
1.2263 |
1.2263 |
1.2263 |
1.2079 |
| S1 |
1.1487 |
1.1487 |
1.2086 |
1.1118 |
| S2 |
1.0748 |
1.0748 |
1.1947 |
|
| S3 |
0.9233 |
0.9972 |
1.1808 |
|
| S4 |
0.7718 |
0.8457 |
1.1392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3675 |
1.1783 |
0.1892 |
13.8% |
0.0490 |
3.6% |
100% |
True |
False |
2,258 |
| 10 |
1.3675 |
1.1525 |
0.2150 |
15.7% |
0.0513 |
3.8% |
100% |
True |
False |
2,495 |
| 20 |
1.4207 |
1.1525 |
0.2682 |
19.6% |
0.0514 |
3.8% |
80% |
False |
False |
2,086 |
| 40 |
1.4975 |
1.1525 |
0.3450 |
25.2% |
0.0473 |
3.5% |
62% |
False |
False |
1,669 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
26.0% |
0.0444 |
3.2% |
63% |
False |
False |
1,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6251 |
|
2.618 |
1.5262 |
|
1.618 |
1.4656 |
|
1.000 |
1.4281 |
|
0.618 |
1.4050 |
|
HIGH |
1.3675 |
|
0.618 |
1.3444 |
|
0.500 |
1.3372 |
|
0.382 |
1.3300 |
|
LOW |
1.3069 |
|
0.618 |
1.2694 |
|
1.000 |
1.2463 |
|
1.618 |
1.2088 |
|
2.618 |
1.1482 |
|
4.250 |
1.0494 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3571 |
1.3391 |
| PP |
1.3471 |
1.3111 |
| S1 |
1.3372 |
1.2832 |
|